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Optimize

Optimize in the Live Editor

Description

The Optimize task lets you interactively optimize linear and nonlinear objective functions subject to constraints of various types, and to solve nonlinear systems of equations. The task automatically generates MATLAB® code for your live script.

Using this task, you can:

  • Specify the objective function, either by writing a function or browsing for a function.

  • Specify solver options.

  • Run the optimization.

For general information about Live Editor tasks, see Add Interactive Tasks to a Live Script.

Optimize task in Live Editor

Open the Task

To add the Optimize task to a live script in the MATLAB Editor, on the Live Editor Insert tab, select Task > Optimize.

Insert Optimize Live Editor task

Alternatively, in a code block in the script, type a relevant keyword, such as fminbnd. Select Optimize from the suggested command completions.

Choosing Optimize from command completion suggestions

Parameters

Optimization solver that MATLAB uses to solve the problem, specified as one of these solvers:

  • fminbnd — Minimize a real function of one variable on a bounded domain.

  • fminsearch — Minimize a real function of several variables on an unbounded domain.

  • lsqnonneg — Minimize norm(C*x-d) subject to x ≥ 0.

  • fzero — Find a real point x where a real nonlinear function f(x) = 0.

Example: fminsearch

Function to minimize (for fminbnd or fminsearch) or to find a root (for fzero), specified as a function handle, local function name, or function file.

  • Function handle — Create the function handle in the workspace. Then, in the Optimize task, select Objective function > Function handle and choose the objective function.

  • Local function

    • New — In the Optimize task, select Objective function > Local function and then click the New button. A new function definition appears below the task. Edit the function so that it calculates the objective. Then choose the local function.

    • Existing — Select Objective function > Local function and choose the local function.

  • Function file

    • New — In the Optimize task, select Objective function > From file and then click the New button. A new function file appears. Edit the file to calculate the objective, then save the file on the MATLAB path. Click the Browse button and select the file.

    • Existing — Choose From file then Browse... and select the file.

Tips

  • For functions with extra inputs, Optimize requires you to choose the optimization variable, and to specify which workspace variables contain the fixed data inputs. This example contains three function inputs:

    Optimization input = "vars", Fixed input y = "y", Fixed input w = "w"

    Optimize generates code only after you specify all function inputs.

  • Optimize cannot parse a function containing the varargin input or a function that contains an error.

  • If you select an objective function from a file, Optimize adds the file location to your MATLAB path.

  • If Optimize has a parsing error or if multiple local functions have the same name, the list of available local functions is empty.

See Also

Functions

Introduced in R2020b